This is the Using Stata text for Principles of Econometrics, 4th Edition. Principles of Econometrics is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields.

1. Introducing Stata 1 2. Simple Linear Regression 53 3. Interval Estimation and Hypothesis Testing 103 4. Prediction, Goodness of Fit and Modeling Issues 123 5. Multiple Linear Regression 160 6. Further Inference in the Multiple Regression Model 181 7. Using Indicator Variables 211 8. Heteroskedasticity 247 9. Regression with Time-Series Data: Stationary Variables 269 10. Random Regressors and Moment Based Estimation 319 11. Simultaneous Equations Models 357 12. Regression with Time-Series Data: Nonstationary Variables 385 13. Vector Error Correction and Vector Autoregressive Models 407 14. Time-Varying Volatility and ARCH Models 426 15. Panel Data Models 442 16. Qualitative and Limited Dependent Variable Models 489 A. Review of Math Essentials 547 B. Review of Probability Concepts 555 C. Review of Statistical Inference 574